随机过程课件(上海财经大学)第二节 New Martingale from old 热度: 相关推荐 第五节多布(Doob)不等式 的最大序列。为 则称是一个随机变量序列,定义:如果 n m nm n n M MM nM 0 * sup 0: )/()/)/(( )/(),/( 212 1211 mmmmmm mmmmmm FMEFFMEEM FMEMFMEM 证明: 指标移动(IndexShifting)不等...
Johnson, W.B., Schechtman, G.: Martingale inequalities in rearrangement invariant function spaces. Isr. J. Math. 64, 267–275 (1988) Article MathSciNet MATH Google Scholar Kikuchi, M.: Characterization of Banach function spaces that preserve the Burkholder square-function inequality. Il. J. ...
A trajectorial interpretation of Doob's martingale inequalitiesA stopped Doob inequality for stochastic convolution integrals and stochastic evolution equationsThe Irreducible Modules of the Terwilliger Algebras of Doob SchemesOptimal Stopping and Best Constants for Doob-like Inequalities I: The Case $p = ...
60E15 60G40 60J65 60G44 60J60 Doob's maximal inequality, Brownian motion Optimal stopping (time The principle of smooth fit Submartingale The maximality principle DOI: 10.1016/S0304-4149(97)00032-X 被引量: 14 年份: 1997 收藏 引用 批量引用 报错 分享 全部来源 免费下载 求助全文 Elsevier (...
A trajectorial interpretation of Doob's martingale inequalities A stopped Doob inequality for stochastic convolution integrals and stochastic evolution equations The Irreducible Modules of the Terwilliger Algebras of Doob Schemes Optimal Stopping and Best Constants for Doob-like Inequalities I: The Case $p...
New martingale inequalities and applications to Fourier analysis Doob maximal operatorFejer operatorBurkholder-Davis-Gundy inequalityWeightLet ( Ω , F , P ) be a probability space and φ : Ω× [ 0 , ∞ ) → ... G Xie,F Weisz,D Yang,... - 《Nonlinear Analysis》 被引量: 0发表: 201...
With Doob decomposition of B-valued asymptotic martingale, studies the law of large numbers of B-valued asymptotic martingale, some results are obtained. 利用B值渐近鞅的Doob分解定理 ,研究了B值渐近鞅的大数定律 ,它们是鞅的有关结论的推广和改进 。 3. In this paper,with the Doob decomposition ...
martingale inequalitynorm convergenceDoob’s maximal inequalityIn this paper we deal with the martingales in variable Lebesgue space over a probability space. We first prove several basic inequalities for conditional expectation operators and give several norm convergence conditions for martingales in ...
martingale spaceWe introduce the martingale local Morrey spaces. We establish the Doob's inequality, the Burkholder–Gundy inequality and the boundedness of the martingale transforms to martingale local Morrey spaces defined on complete probability spaces....
A stopped Doob inequality is proved for stochastic convolution integrals in Hilbert space, where M is a square integrable Hilbert space valued cadlag martingale, an operator valued predictable function and U(t, s) a contraction-type evolution operator. This allows to obtain the mild solution for ...